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Sunday, January 22, 2012

Last Friday I went to a great seminar given by Takamitsu Kurita (Fukuoka University, Japan). Taka is currently a visiting scholar in our department, and his paper (here) dealt with an interesting application of cointegration analysis when we have both I(2) and I(1) data to contend with.

This is a topic in time-series econometrics that's of great practical importance, and (quite rightly) is currently attracting quite a bit of attention.